-31.7%
NKE vs JBLU
-12.5%
-19.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.9% | -6.7% | +3.7% |
| 7D | +9.0% | +24.9% | -15.9% | +5.9% |
| 30D | +19.2% | -12.3% | +31.5% | +21.6% |
| 3M | -1.5% | -44.5% | +43.0% | +7.6% |
| 6M | -4.2% | -25.7% | +21.5% | -1.1% |
| YTD | -34.8% | -21.8% | -13.0% | -31.5% |
| 1Y | -31.7% | -12.7% | -18.9% | -30.5% |
| All | -31.7% | -12.5% | -19.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling